I have suffered from debilitating depression in the past. My thought is that the blues usually feel sad or listless, depression feel hopeless.

When I'm down, I can take the advice above to do something fun and once I get to doing it, I do enjoy it, even if less so than normal. When I'm really depressed, I either can't summon the will to try something fun, I can't remember EVER having HAD fun, or I try it and I spend the time crying and wishing I hadn't tried to enjoy anything because life is all a waste of time anyway, so there!

I'd go to the doctor if I felt like that again or if the blues became a dark threatening cloud that frightened me. But I do think it's worth trying other things first! Namely sleep and self-care and a bit of exercise. Walking or moving boosts endorphins and that may help.

You can also Google PHQ9, which is the same questionnaire your doctor will probably do, just to see what your score is before you go. (The one thing that sucks about it is that symptoms like fatigue overlap with MS... so...)